Chapter 6 Assignment Saved Help Save & Exit Submit Check my work 3 Required information Part 2 of 3 (The following information applies to the questions displayed below.) A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: 20 points Skipped Stock fund (S) Bond fund (B) Expected Return 17% 11% Standard Deviation 40% 31% eBook The correlation between the fund returns is 0.10. Print References Required: What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio